Consider the following table which provides a comparison of the returns for a portfolio and its benchmark.   Note: the numbers in red are negative

 

Year	Portfolio Return	Benchmark Return
0
1	22.65%	22.59%
2	8.97%	9.08%
3	-32.51%	-30.44%
4	23.07%	18.87%
5	49.66%	46.22%
Return
Alpha
Sum
Tracking Error
Information Ratio

 

Required

 

1) Calculate the annualised return of the portfolio and the benchmark in percentage terms to 2 decimal places

 

2) Calculate the portfolio alpha in percentage terms to 2 decimal places

 

3) Calculate the tracking error of the portfolio in percentage terms to 2 decimal places

 

4) Calculate the information ratio of the portfolio to 2 decimal places